The only risk of pregnancy from anal sex is that following ejaculation the man's semen will run out of the woman's anus. Should any of the semen come in contact with her vagina it is possible for the sperm in the semen to cause pregnancy. While this is somewhat remote it can happen. A better idea is use a condom when you have anal sex. Also, never enter her vagina after you have penetrated her anally unless you first wash your penis thoroughly with soap and water and urinated. Failure to do so can result in some nasty vaginal infections.